New Accurate Algorithms for Singular Value Decomposition of Matrix Triplets

DOI10.1137/S0895479897321209MaRDI QIDQ4943675zbMATH OpenFDO

Authors Zlatko Drmač

Publication date 19 March 2000

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

pivotingnumerical examplesalgorithmLU factorizationrelative accuracyQR factorizationgeneralized singular value decompositiondiagonal scalingsmatrix triplets

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

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Cited in

(11)

• PACF: a precision-adjustable computational framework for solving singular values
• Implementation of Jacobi Rotations for Accurate Singular Value Computation in Floating Point Arithmetic
• Computing the Singular Value Decomposition of a Product of Two Matrices
• An Augmented Matrix-Based CJ-FEAST SVDsolver for Computing a Partial Singular Value Decomposition with the Singular Values in a Given Interval
• On accurate quotient singular value computation in floating-point arithmetic
• Data Driven Modal Decompositions: Analysis and Enhancements
• Using cross-product matrices to compute the SVD
• Accuracy of two SVD algorithms for \(2\times 2\) triangular matrices
• Numerical methods for accurate computation of the eigenvalues of Hermitian matrices and the singular values of general matrices
• On the computation of the restricted singular value decomposition via the cosine-sine decomposition
• Computing the Bidiagonal SVD Using Multiple Relatively Robust Representations

Describes a project that uses

Uses Software

• mctoolbox
• BLAS
• ScaLAPACK
• LAPACK

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